Answer:
The word 'mansion' gives the impression of being grand, large, elegant, expensive.
An owner of a mansion is perceived to be rich (or relatively rich), wealthy, having 'class' and possibly being a member of the nobility or ruling class.
The word mansion therefore creates feelings of grandeur, massiveness, wealth, impressiveness, awe-inspiring, or maybe even jealousy and envy. Negative impressions such as pompous and pretentious are also possible.
If the word mansion is used in an incongruous context, such as a mansion owned and occupied by a poor person, then this situation may carry the connotations of someone who is 'unworthy' of the property, or perhaps someone 'trapped by circumstances' or the scenario might be perceived as a large but largely empty property, and some related connotations may be 'wasteful', 'inefficient use of assets', 'sadness', 'unfortunate changes of fate', 'rich v. poor', etc.